The famous gambling joint of yore. If you were in town for a quick divorce, why not lose some money as well?

Wikipedia:

The casino expanded by buying adjacent properties. It constructed a seven-story building as part of the casino, but never had a hotel on the property. Pappy Smith developed a marketing campaign that made the casino famous, using more than two thousand billboards across the United States advertising "Harold's Club or Bust", often written on a Conestoga wagon.

So the wagon people were determined to get to Harold’s, even if it meant failing and losing everything in the attempt. But once they got to Harold’s, they could still go bust.

Not a term with a lot of popularity these days. Busted, if anything, means arrested, or caught.